Bessel differential equation

The Bessel differential equation of order $\nu$ isFor noninteger $\nu$, $J_{\nu }$ and $J_{-\nu }$ form a linearly independent pair of solutions.

Choose the square-root branch asymptotic to $\zeta$ outside the cut $[-i,i]$. The Laurent series of its reciprocal gives the displayed integral by termwise residue calculation. Adding any entire function to the weight leaves the integral unchanged, since its product with $e^{z\zeta }$ is entire. Thus a nonzero solution represented by a contour integral does not by itself determine the weight uniquely; an inference from the differential equation to an equation for the weight needs an injective representation or an explicit construction assumption.

For the Bessel differential equation $x^2{y}^{\prime \prime }+x{y}^{\prime }+(x^2-{\nu }^2)y=0$, substitute $y=x^s{\sum }_{n\ge 0}{a}_n{x}^n$. The indicial equation is $s^2-{\nu }^2=0$, and coefficients obey $[(n+s{)}^2-{\nu }^2]a_n=-a_{n-2}$. For $s=\nu \ge 0$, $a_1=0$ and all odd coefficients vanish. Iteration gives $a_{2m}=(-1{)}^m{a}_0\Gamma (\nu +1)/[4^{m}m!\Gamma (m+\nu +1)]$. Choosing $a_0=1/[2^{\nu }\Gamma (\nu +1)]$ gives the Bessel function of the first kind $J_{\nu }$.

For noninteger $\nu$, choosing the even-power series with $s=-\nu$ replaces $m+\nu$ by $m-\nu$ and yields $J_{-\nu }$ with its standard normalization. These solutions are independent. For integer $\nu \ge 0$, the first solution has coefficients $(-1{)}^m/[2^{2m+\nu }m!(m+\nu )!]$ and defines an entire function: the term ratio tends to zero at every finite complex argument. For noninteger order, the even analytic series converges everywhere, while the prefactor $x^{\pm \nu }$ requires a branch off the positive real axis.

For fixed $\beta$, move the order term of the Bessel equation to the right: $x^2{y}^{\prime \prime }+x{y}^{\prime }+{\beta }^2{x}^{2}y=n^{2}y$. The integrating factor for its leading differential expression is $1/x$, giving the displayed Sturm-Liouville theory form with coefficient $p=x$, potential $q={\beta }^{2}x$, weight $w=1/x$ and eigenvalue $n^2$. The origin is a singular endpoint. The integrating factor must be normalized from a positive reference point; its defining logarithmic integral cannot literally start at zero. Boundary conditions are needed before this differential identity becomes a specified self-adjoint spectral problem.